Replication Package for "CRISK: Measuring the Climate Risk Exposure of the Financial System"

# CRISK: Measuring the Climate Risk Exposure of the Financial System
# by Hyeyoon JUNG, Robert ENGLE, and Richard BERNER

---
** CITATION **
Jung, Engle, and Berner
"CRISK: Measuring the Climate Risk Exposure of the Financial System "
Journal of Financial Economics (Forthcoming).
---
This is a replication package for our paper. Note that confidential supervisory data, as well as data with copyright restrictions, have been replaced with pseudo files stored in the Input/Pseudo folder. While the code runs with these pseudo-datasets, replicating the results requires the full data. Refer to the Dataset_List.pdf and the Data Sources section of the paper for details. The code also includes detailed descriptions of the source of each input file.

# CRISK：衡量金融体系的气候风险敞口
# 作者：郑惠允（Hyeyoon JUNG）、罗伯特·恩格尔（Robert ENGLE）、理查德·伯纳（Richard BERNER）

---

**引用**
郑惠允（Hyeyoon JUNG）、罗伯特·恩格尔（Robert ENGLE）、理查德·伯纳（Richard BERNER）. "CRISK：衡量金融体系的气候风险敞口"[J]. 《Journal of Financial Economics》，即将刊出.

---

本数据集为对应学术论文的复现包。请注意，机密监管数据及受版权保护的数据已替换为Input/Pseudo文件夹中存储的伪数据集。尽管依托上述伪数据集即可运行代码，但要复现论文的研究结果，需获取完整的原始数据集。详细信息请参阅Dataset_List.pdf文件及论文中的数据来源章节。本代码还包含了各输入文件来源的详细说明。